The First Wall is a crucial component for the realisation of DEMO. It has to protect the tritium breeding blanket from erosion by high-energy particles while letting neutrons pass to enable breeding of tritium fuel. Furthermore, the First Wall needs to pass incoming heat in the MW/m² range to a cooling system for conversion to electric power. These requirements sum up to one of the harshest environments imaginable for a man-made material. Structural steel components alone cannot withstand these conditions. Tungsten is a viable armour material for the First Wall because of its low sputtering yield, high melting point, low activation and good thermal conductivity. It is not suitable though as bulk structural material because of its brittleness. Instead, the DEMO design foresees a First Wall of reduced-activation EUROFER steel, covered with a protective layer of tungsten. Direct tungsten-steel joints suffer from failure during processing or operation because of the thermal expansion mismatch between the two materials. This is solved by application of a functionally graded material as intermediate layer between steel and tungsten. Such coatings made of both tungsten and EUROFER, with a compositional gradient, have been produced with vacuum plasma spray technology. This technology enables manufacturing of the required millimetre-thick coatings and is suitable for upscaling. The development was supported by thermo-mechanical finite element simulations of load scenarios during processing and in-vessel service. Driven by promising results of high heat flux tests on larger, coated mock-ups the technology was transferred to industry for upscaling. Plates with a record size of 500 × 250 mm² and cooling channels were successfully coated. This contribution presents an overview of the development process, covers the latest results of ongoing research on the coating of curved First Wall structures and addresses future requirements.